How to get the output of an OS X application on the console, or to a file?

Open Console.app in /Applications/Utilities. All NSLog output will be printed in the System log.

Or, if you run it from within Xcode, all of the output will be printed in the Debug console.

I'm not on my Mac right now and don't recall the command sequence or the menu the Debug Console is in, possibly the Build menu?

Terminal on Mac OS X is just another application. Opening a terminal window for text I/O is not an inherent capability of every application as it is on Windows.

Furthermore, open /path/to/MyApp.app does not execute MyApp.app as a subprocess of your shell, it sends a message to the operating system's launch infrastructure asking it to execute the application in a normal fashion, the same as if it were double-clicked in the Finder or clicked in the Dock. That's why you're not able to just redirect its output to see what your app is sending to stdout or stderr.

You can use Console.app to see the output of applications launched in the normal manner, because the launch infrastructure specifically sends their stdout and stderr there. You can also use the asl routines to query the log, or perform more sophisticated logging if you so desire.

Chris gave a good overview of how the Console works, but to specifically answer your question: If you want to see the results directly in your Terminal, you need to run the built product as a child of the Terminal, which means using something like

/path/debug/build/MyProgram.app/Contents/MacOS/MyProgram

to launch the app.